ECBOT 30 Year Treasury Bond Future June 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
166-15 |
167-01 |
0-18 |
0.3% |
162-04 |
High |
169-12 |
167-09 |
-2-03 |
-1.2% |
169-12 |
Low |
166-15 |
164-26 |
-1-21 |
-1.0% |
161-18 |
Close |
167-00 |
165-04 |
-1-28 |
-1.1% |
165-04 |
Range |
2-29 |
2-15 |
-0-14 |
-15.1% |
7-26 |
ATR |
1-25 |
1-26 |
0-02 |
2.8% |
0-00 |
Volume |
4,370 |
4,543 |
173 |
4.0% |
20,024 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-05 |
171-19 |
166-15 |
|
R3 |
170-22 |
169-04 |
165-26 |
|
R2 |
168-07 |
168-07 |
165-18 |
|
R1 |
166-21 |
166-21 |
165-11 |
166-07 |
PP |
165-24 |
165-24 |
165-24 |
165-16 |
S1 |
164-06 |
164-06 |
164-29 |
163-23 |
S2 |
163-09 |
163-09 |
164-22 |
|
S3 |
160-26 |
161-23 |
164-14 |
|
S4 |
158-11 |
159-08 |
163-25 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
188-25 |
184-25 |
169-14 |
|
R3 |
180-31 |
176-31 |
167-09 |
|
R2 |
173-05 |
173-05 |
166-18 |
|
R1 |
169-05 |
169-05 |
165-27 |
171-05 |
PP |
165-11 |
165-11 |
165-11 |
166-12 |
S1 |
161-11 |
161-11 |
164-13 |
163-11 |
S2 |
157-17 |
157-17 |
163-22 |
|
S3 |
149-23 |
153-17 |
162-31 |
|
S4 |
141-29 |
145-23 |
160-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-25 |
2.618 |
173-24 |
1.618 |
171-09 |
1.000 |
169-24 |
0.618 |
168-26 |
HIGH |
167-09 |
0.618 |
166-11 |
0.500 |
166-02 |
0.382 |
165-24 |
LOW |
164-26 |
0.618 |
163-09 |
1.000 |
162-11 |
1.618 |
160-26 |
2.618 |
158-11 |
4.250 |
154-10 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
166-02 |
166-22 |
PP |
165-24 |
166-05 |
S1 |
165-14 |
165-21 |
|